Boolean Modifier difference operation not working
One and half year later .... 

First issue - "Clipping" from your first image - viewport glittering of overlapping two coplanar faces. On that place is face of original cube and newly generated face in the wall by modifier.

Modifier takes cube only as a reference for operation, so you have to hide cube manually to see Boolean result (like you did it by moving into another layer, or you can uncheck visibility in Outlines Editor.

For the second issue - difference cube from outside, but not inside ... you need to set some thickness to the wall.

From blender view, you are like in a volume of the cube (room). You can noticed that by display face Normal orientation. They are faced to outside, that is outer side of object for blender. To get a hole by Boolean modifier you need also for interiér generate faces with normal faced into interier.

Simple way (but depends on your model) is to add Solidify modifier before Boolean operation.